This trophy requires you to collect all the collectables in the game, this will be one of your last trophies in the game as it requires you to do the requirements for many other trophies to obtain this one.
This doesn't include skills but most skills are unlocked for doing what is required for this trophy anyway.
All Character Bios and Movies are obtained automatically for completing the main game and completing every act.
The main things you'll need to worry about collecting are Artworks and Music Tracks.
1. You must complete all acts (Act 1 as Classic Sonic, Act 2 as Modern Sonic) and defeat all the bosses. (Which will in turn unlock the challenges in 2.)
2. Complete ALL challenges as Modern and Classic Sonic (any rank). There are 45 for Classic Sonic and 45 for Modern Sonic.
On completing the challenges make sure to ring each bell to collect the music note containing the collectable (orange is music track and blue is artwork).
If you forgot to ring a bell, any bell which still contains a collectable will be a gold colour still. Once the collectable is obtained, the bell will turn to a dull bronze colour.
Doing number 2 alone will get you these 2 trophies
3. Collect ALL Red Star Rings. There are 5 in each act, making 10 per zone. Each Red Star Ring you collect will give you either a music track or artwork. Collecting all 5 Red Star Rings in an act will give you a skill (already unlocked and no need to purchase).
Doing number 3 alone will get you this trophy